+17.4%
KRMN vs CPAY
+10.7%
+6.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | -11.8% | -2.0% | -9.8% | -11.1% |
| 30D | -43.0% | -0.4% | -42.7% | -43.0% |
| 3M | -28.8% | +16.4% | -45.2% | -33.1% |
| 6M | -66.3% | +23.5% | -89.9% | -69.1% |
| YTD | -51.8% | +35.7% | -87.4% | -57.8% |
| 1Y | -44.7% | +30.2% | -74.9% | -50.2% |
| All | +17.4% | +10.7% | +6.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling